This book contains material on compound Poisson random variables including an identity which can be used to efficiently compute moments, Poisson approximations, and coverage of the mean time spent in transient states as well as examples relating to the Gibb's sampler, the Metropolis algorithm and mean cover time in star graphs.
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This book contains material on compound Poisson random variables including an identity which can be used to efficiently compute moments, Poisson approximations, and coverage of the mean time spent in transient states as well as examples relating to the Gibba s sampler, the Metropolis algorithm and mean cover time in star graphs.
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Preliminaries. The Poisson Process. Renewal Theory. Markov Chains. Continuous-Time Markov Chains. Martingales. Random Walks. Brownian Motion and Other Markov Processes. Stochastic Order Relations. Poisson Approximations. Answers and Solutions to Selected Problems. Index.
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Produktdetaljer

ISBN
9780471120629
Publisert
1996-04-18
Utgave
2. utgave
Utgiver
Vendor
John Wiley & Sons Inc
Vekt
1005 gr
Høyde
234 mm
Bredde
165 mm
Dybde
40 mm
Aldersnivå
UU, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
544

Forfatter

Biographical note

Sheldon M. Ross is the author of Stochastic Processes, 2nd Edition, published by Wiley.